S&P GSCI Nickel Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.28% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 17.78 | |
| 0.0484 | 21.92 | |
| 0.9410 | 395.21 |
Estimation Period:
Jan 8, 1993 to Feb 6, 2026
Jan 8, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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